Options and Derivatives Programming in C++20, 2nd Edition

Algorithms and Programming Techniques for the Financial Industry



Bookstore > Books > Options and Derivatives Programming in C++20, 2nd Edition

Price$34.37 - $58.01
Rating
AuthorCarlos Oliveira
PublisherApress
Published2020
Pages393
LanguageEnglish
FormatPaper book / ebook (PDF)
ISBN-101484263146
ISBN-139781484263143
EBook Hardcover Paperback

Master the features of C++ that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and numerical libraries. This book also covers new features introduced in C++20 and other recent standard releases: modules, concepts, spaceship operators, and smart pointers.

You will explore how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. These include advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.

This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready-to-use solutions. You will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts.


  1. (3 books)



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